User SRKX

34 votes

What is the difference between Option Adjusted Spread (OAS) and Z-spread?

answered Apr 22, 2012 at 21:28

30 votes

Accepted

How to simulate stock prices with a Geometric Brownian Motion?

answered Nov 22, 2012 at 8:37

21 votes

Accepted

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

answered Apr 18, 2011 at 13:32

20 votes

What is Ito's lemma used for in quantitative finance?

answered Jun 22, 2011 at 9:55

20 votes

Accepted

How to construct a Risk-Parity portfolio?

answered Mar 23, 2012 at 7:10

19 votes

Accepted

Is the stock price process a martingale or a Markov process?

answered Sep 12, 2011 at 13:15

14 votes

Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?

answered Jun 12, 2012 at 20:42

13 votes

Accepted

What is a "coherent" risk measure?

answered Sep 27, 2011 at 12:00

12 votes

How are cryptography and speech recognition technology applied to forecasting financial markets?

answered Apr 19, 2011 at 9:06

11 votes

Stock Price Behavior and GARCH

answered Apr 30, 2012 at 15:02

10 votes

What .NET library can I use to solve optimization problems?

answered Apr 13, 2011 at 14:31

10 votes

Risk Neutral Probability

answered Oct 28, 2013 at 8:40

9 votes

Accepted

A question on Ito

answered Jul 26, 2013 at 9:20

9 votes

Accepted

How to account for transaction costs in a simulated market environment?

answered Jun 3, 2012 at 15:59

8 votes

Financial Mathematics - Martingales example

answered Apr 3, 2012 at 19:44

8 votes

Accepted

Easiest and most accessible derivation of Black-Scholes formula

answered Jul 13, 2011 at 12:17

8 votes

Why does the minimum variance portfolio provide good returns?

answered Feb 1, 2012 at 12:36

8 votes

Accepted

Is Behavioral Finance relevant to quants?

answered Mar 9, 2014 at 10:50

8 votes

What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?

answered Jan 7, 2013 at 10:06

8 votes

Accepted

Simulation of GBM

answered Jan 28, 2013 at 13:14

8 votes

What do the terms in-sample and out-of-sample estimates mean in MVO?

answered Jan 29, 2013 at 13:57

7 votes

Call vs. Put Option

answered Apr 30, 2013 at 12:39

7 votes

Accepted

How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?

answered Oct 28, 2014 at 2:10

7 votes

How GARCH/ARCH models are useful to check the volatility?

answered Nov 14, 2011 at 9:22

7 votes

How much capital do I need to create a competitive automated trading strategy?

answered Jul 30, 2012 at 21:31

7 votes

Accepted

How to make the final Interpretation of PCA?

answered Nov 26, 2012 at 16:36

7 votes

Accepted

Function that best describes intensity of human/(group of humans) emotions?

answered Dec 18, 2011 at 10:02

7 votes

Accepted

Fastest solver possible for portfolio optimization

answered Sep 27, 2012 at 20:47

7 votes

Accepted

Is Value At Risk additive?

answered Nov 23, 2016 at 5:38

6 votes

How do you explain the volatility smile in the Black-Scholes framework?

answered Nov 9, 2012 at 17:55

Stack Exchange Network

156 Answers

What is the difference between Option Adjusted Spread (OAS) and Z-spread?

How to simulate stock prices with a Geometric Brownian Motion?

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

What is Ito's lemma used for in quantitative finance?

How to construct a Risk-Parity portfolio?

Is the stock price process a martingale or a Markov process?

Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?

What is a "coherent" risk measure?

How are cryptography and speech recognition technology applied to forecasting financial markets?

Stock Price Behavior and GARCH

What .NET library can I use to solve optimization problems?

Risk Neutral Probability

A question on Ito

How to account for transaction costs in a simulated market environment?

Financial Mathematics - Martingales example

Easiest and most accessible derivation of Black-Scholes formula

Why does the minimum variance portfolio provide good returns?

Is Behavioral Finance relevant to quants?

What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?

Simulation of GBM

What do the terms in-sample and out-of-sample estimates mean in MVO?

Call vs. Put Option

How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?

How GARCH/ARCH models are useful to check the volatility?

How much capital do I need to create a competitive automated trading strategy?

How to make the final Interpretation of PCA?

Function that best describes intensity of human/(group of humans) emotions?

Fastest solver possible for portfolio optimization

Is Value At Risk additive?

How do you explain the volatility smile in the Black-Scholes framework?